Euro Bund Future June 2024

Trading Metrics calculated at close of trading on 28-Mar-2024

Day Change Summary
	Previous	Current
	27-Mar-2024	28-Mar-2024	Change	Change %	Previous Week
Open	132.88	133.22	0.34	0.3%	133.15
High	133.48	133.43	-0.05	0.0%	133.48
Low	132.81	132.96	0.15	0.1%	132.52
Close	133.37	133.38	0.01	0.0%	133.38
Range	0.67	0.47	-0.20	-29.9%	0.96
ATR	0.74	0.72	-0.02	-2.6%	0.00
Volume	864,674	1,039,632	174,958	20.2%	3,491,212

Daily Pivots for day following 28-Mar-2024
	Classic	Woodie	Camarilla	DeMark
R4	134.67	134.49	133.64
R3	134.20	134.02	133.51
R2	133.73	133.73	133.47
R1	133.55	133.55	133.42	133.64
PP	133.26	133.26	133.26	133.30
S1	133.08	133.08	133.34	133.17
S2	132.79	132.79	133.29
S3	132.32	132.61	133.25
S4	131.85	132.14	133.12

Weekly Pivots for week ending 28-Mar-2024
	Classic	Woodie	Camarilla	DeMark
R4	136.01	135.65	133.91
R3	135.05	134.69	133.64
R2	134.09	134.09	133.56
R1	133.73	133.73	133.47	133.91
PP	133.13	133.13	133.13	133.22
S1	132.77	132.77	133.29	132.95
S2	132.17	132.17	133.20
S3	131.21	131.81	133.12
S4	130.25	130.85	132.85

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	133.48	132.28	1.20	0.9%	0.64	0.5%	92%	False	False	918,892
10	133.48	131.54	1.94	1.5%	0.58	0.4%	95%	False	False	938,767
20	134.15	131.54	2.61	2.0%	0.71	0.5%	70%	False	False	959,184
40	135.83	131.23	4.60	3.4%	0.77	0.6%	47%	False	False	490,112
60	136.84	131.23	5.61	4.2%	0.74	0.6%	38%	False	False	326,905
80	138.33	131.23	7.10	5.3%	0.69	0.5%	30%	False	False	245,188
100	138.33	129.53	8.80	6.6%	0.56	0.4%	44%	False	False	196,150
120	138.33	127.36	10.97	8.2%	0.47	0.4%	55%	False	False	163,459

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.15
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	135.43
2.618	134.66
1.618	134.19
1.000	133.90
0.618	133.72
HIGH	133.43
0.618	133.25
0.500	133.20
0.382	133.14
LOW	132.96
0.618	132.67
1.000	132.49
1.618	132.20
2.618	131.73
4.250	130.96

Fisher Pivots for day following 28-Mar-2024
Pivot	1 day	3 day
R1	133.32	133.26
PP	133.26	133.13
S1	133.20	133.01

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These figures are updated between 7pm and 10pm EST after a trading day.

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